Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present

DOI10.1007/S10114-015-2003-ZMaRDI QIDQ2018885zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 25 March 2015

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-015-2003-z

zbMATH Keywords

trendmaximumBell polynomialsexpansionsGumbelexponential and gamma tails

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(2)

• The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale
• Expansions for the distribution of the maximum from distributions with a power tail when a trend is present

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